IBN (ICICI Bank Limited)

Expected Move & Straddle Price History

The expected move for IBN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current IBN Expected Move
30-Day Straddle
$1.67
7-Day Straddle
$1.02
Avg IV
0.3%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to IBN's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
IBN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $1.67 $1.02 0.3% 0%
20260903 $1.60 $1.57 0.4% 1%
20260902 $1.00 $1.00 0.6% 15%
20260901 $1.12 $1.12 0.8% 29%
20260831 $1.07 $1.07 0.6% 15%
20260828 $0.95 $0.95 0.6% 14%
20260827 $1.00 $1.00 0.7% 20%
20260826 $1.10 $1.10 0.7% 20%
20260825 $1.15 $1.15 0.6% 15%
20260824 $1.07 $1.07 0.4% 6%
20260821 $1.10 $0.90 0.5% 11%
20260820 $1.35 $0.85 0.5% 17%
20260819 $1.42 $0.88 0.5% 15%
20260818 $1.38 $0.72 0.4% 10%
20260817 $1.60 $0.65 0.5% 15%
20260814 $1.43 $0.83 0.4% 10%
20260813 $1.47 $0.82 0.5% 14%
20260812 $1.48 $0.85 0.4% 10%
20260811 $1.58 $1.27 0.5% 13%
20260810 $1.62 $1.20 0.4% 7%
20260806 $2.62 $1.02 0.4% 9%
20260805 $1.38 $1.38 0.7% 29%
20260804 $1.08 $1.08 0.6% 19%
20260803 $1.23 $1.23 0.6% 21%
20260731 $1.27 $1.27 0.5% 15%
20260730 $1.50 $1.50 0.5% 13%
20260729 $1.72 $1.72 0.6% 17%
20260728 $1.43 $1.43 0.5% 12%
20260727 $1.52 $1.52 0.5% 15%
20260724 $1.23 $1.23 0.5% 13%
20260723 $1.62 $1.62 0.5% 12%
20260722 $2.55 $2.55 0.5% 16%
20260721 $1.65 $1.65 0.5% 15%
20260720 $1.48 $1.48 0.5% 14%
20260716 $1.45 $1.55 0.4% 11%
20260715 $1.92 $1.40 0.4% 6%
20260714 $2.10 $1.30 0.4% 9%
20260713 $2.33 $1.48 0.5% 14%
20260710 $1.75 $0.82 0.5% 15%
20260709 $1.82 $0.98 0.4% 7%
20260708 $2.05 $0.90 0.4% 7%
20260707 $2.85 $1.12 0.4% 9%
20260706 $2.10 $1.07 0.4% 11%
20260702 $1.30 $1.30 0.8% 35%
20260701 $1.55 $1.55 0.8% 32%
20260630 $0.88 $0.88 0.7% 28%
20260629 $1.12 $1.12 0.5% 15%
20260626 $1.20 $1.20 0.6% 21%
20260625 $1.30 $1.30 0.8% 31%
20260624 $1.40 $1.40 0.5% 14%
20260623 $1.43 $1.43 0.6% 23%
20260622 $1.43 $1.43 0.6% 21%
20260618 $1.45 $0.38 0.7% 27%
20260617 $1.60 $0.48 0.6% 18%
20260616 $1.55 $0.55 0.6% 19%
20260615 $1.50 $0.60 0.6% 19%
20260613 $1.82 $0.42 0.5% 16%
20260612 $1.75 $0.42 0.5% 16%
20260611 $1.85 $0.82 0.5% 13%
20260610 $1.58 $0.73 0.5% 16%